+650.7%
RGTI vs PENG
+107.0%
+543.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -3.4% |
| 7D | +2.5% | +7.3% | -4.8% | -1.0% |
| 30D | -13.7% | -7.5% | -6.2% | -10.6% |
| 3M | -22.6% | -17.2% | -5.4% | -19.0% |
| 6M | -13.4% | +176.7% | -190.2% | -49.8% |
| YTD | -31.2% | +161.0% | -192.2% | -59.3% |
| 1Y | -7.6% | +108.8% | -116.5% | -40.0% |
| All | +650.7% | +107.0% | +543.8% | +353.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PENG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling